We know that var h Xn i 2/n. (a) Find the standard deviation of Xn .

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We know that var h

Xn i

Æ ¾2/n.

(a) Find the standard deviation of Xn .

(b) Suppose we know ¾2 and want our estimator to have a standard deviation smaller than a tolerance

¿. How large does n need to be to make this happen?

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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We know that var h Xn i 2/n. (a) Find the standard deviation of Xn .

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Probability And Statistics For Economists

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